+109.4%
SO vs CHWY
-42.4%
+151.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.8% | +10.1% | -0.4% |
| 7D | 0.0% | -14.1% | +14.2% | +0.5% |
| 30D | -2.5% | -8.1% | +5.7% | -2.2% |
| 3M | -4.2% | +1.7% | -5.9% | -4.3% |
| 6M | -7.7% | -20.7% | +13.0% | -7.1% |
| YTD | +3.8% | -37.2% | +41.0% | +5.1% |
| 1Y | +0.1% | -50.7% | +50.8% | +2.1% |
| 3Y | +44.2% | -9.7% | +53.9% | +42.3% |
| 5Y | +57.9% | -72.9% | +130.8% | +61.9% |
| All | +109.4% | -42.4% | +151.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling